@reyaxyz/api-sdk 0.157.0 → 0.159.0

package/dist/types/clients/modules/rage-trade/types.d.ts.map

@@ -1 +0,0 @@
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package/dist/types/clients/modules/trade.simulation/index.d.ts

@@ -1,22 +0,0 @@
-import { EstimatedPriceParams, EstimatedPriceResult, LimitTradeMaxOrderSizeParams, LimitTradeMaxOrderSizeResult, SimulateLimitTradeEntity, SimulateTradeEntity, TradeSimulationConvertValueEstimatedPriceParams, TradeSimulationConvertValueParams, TradeSimulationConvertValueResult, TradeSimulationLoadDataParams, TradeSimulationSimulateLimitParams, TradeSimulationSimulateParams } from './types';
-import AccountClient from '../account';
-export default class TradeSimulationClient {
-    private marketId;
-    private accountId;
-    private loadedData;
-    private accountClient;
-    constructor(accountClient: AccountClient);
-    arm(params: TradeSimulationLoadDataParams): Promise<void>;
-    private fetchMarketData;
-    simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity;
-    getRiskMatrixElement(): number;
-    simulateLimit(params: TradeSimulationSimulateLimitParams): SimulateLimitTradeEntity;
-    getMaxAmountForLimitOrder(params: LimitTradeMaxOrderSizeParams): LimitTradeMaxOrderSizeResult;
-    convertValue(params: TradeSimulationConvertValueParams): TradeSimulationConvertValueResult;
-    convertValueEstimatedPrice(params: TradeSimulationConvertValueEstimatedPriceParams): TradeSimulationConvertValueResult;
-    customLeverage(): number | null;
-    estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult;
-    roundToBaseSpacing(amount: number, baseSpacing: number): number;
-    updatePrice(price: number): void;
-}
-//# sourceMappingURL=index.d.ts.map

package/dist/types/clients/modules/trade.simulation/index.d.ts.map

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package/dist/types/clients/modules/trade.simulation/types.d.ts

@@ -1,85 +0,0 @@
-import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
-export type TradeSimulationLoadDataParams = {
-    marketId: MarketEntity['id'];
-    marginAccountId: MarginAccountEntity['id'];
-};
-export type TradeSimulationSimulateParams = {
-    amount: number;
-    fromBase?: boolean;
-};
-export type TradeSimulationConvertValueParams = {
-    amount: number;
-    fromBase: boolean;
-};
-export type EstimatedPriceParams = {
-    amount: number;
-};
-export type EstimatedPriceResult = {
-    estimatedPrice: number;
-    markPrice: number;
-};
-export type TradeSimulationConvertValueEstimatedPriceParams = {
-    amount: number;
-    fromBase: boolean;
-};
-export type TradeSimulationConvertValueEstimatedPriceResult = number;
-export type SimulateTradeFeeEntity = {
-    feeTier: number;
-    feePercentage: number;
-    rebalancingFeePercentage: number;
-    fee: number;
-    imbalancingFee: number;
-    rebalancingFee: number;
-};
-export type SimulateTradeEntity = {
-    liquidationPrice: number;
-    fees: number;
-    takerFeesPercentage: number;
-    feesV2: SimulateTradeFeeEntity;
-    estimatedPrice: number;
-    estimatedSlippage: number;
-    marginRatio: MarginAccountEntity['marginRatioPercentage'];
-    marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
-    availableMargin: number;
-    marginBalance: number;
-    requiredMargin: number;
-    snappedAmount: number;
-    snappedAmountInBase: number;
-    xpEarnRange?: {
-        min: number;
-        max: number;
-    };
-    maxSlippage: number;
-};
-export type TradeSimulationSimulateLimitParams = {
-    triggerPrice: number;
-    amount: number;
-    fromBase?: boolean;
-};
-export type SimulateLimitTradeEntity = {
-    fees: number;
-    takerFeesPercentage: number;
-    snappedAmount: number;
-    snappedAmountInBase: number;
-    estimatedPrice: number;
-    marginRatio: MarginAccountEntity['marginRatioPercentage'];
-    marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
-    availableMargin: number;
-    marginBalance: number;
-    requiredMargin: number;
-    xpEarnRange: {
-        min: number;
-        max: number;
-    };
-};
-export type LimitTradeMaxOrderSizeParams = {
-    triggerPrice: number;
-};
-export type LimitTradeMaxOrderSizeResult = {
-    maxAmountBase: number;
-    maxAmountSize: number;
-    minAmountBase: number;
-    minAmountSize: number;
-};
-export type TradeSimulationConvertValueResult = number;
-//# sourceMappingURL=types.d.ts.map

package/dist/types/clients/modules/trade.simulation/types.d.ts.map

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package/dist/types/clients/modules/trade.simulation/utils.d.ts

@@ -1,8 +0,0 @@
-import { TradeSimulationState } from '@reyaxyz/common';
-import { SimulateTradeFeeEntity } from './types';
-export declare const computeFee: ({ tradeSimulationState, marketId, orderBase, }: {
-    marketId: number;
-    tradeSimulationState: TradeSimulationState;
-    orderBase: number;
-}) => SimulateTradeFeeEntity;
-//# sourceMappingURL=utils.d.ts.map

package/dist/types/clients/modules/trade.simulation/utils.d.ts.map

@@ -1 +0,0 @@
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package/src/clients/modules/isolated-order.simulation/index.ts

@@ -1,490 +0,0 @@
-import {
-  SimulateIsolatedOrderEntity,
-  IsolatedOrderSimulationConvertValueParams,
-  IsolatedOrderSimulationConvertValueResult,
-  IsolatedOrderSimulationLoadDataParams,
-  IsolatedOrderSimulationSimulateParams,
-  LeverageBoundsAndAvailableMarginResult,
-  LeverageBoundsAndAvailableMarginParams,
-} from './types';
-import AccountClient from '../account';
-import {
-  amountNormalizer,
-  ExposureCommand,
-  ExposureCommandState,
-  RiskMatrix,
-  TradeSimulationState,
-} from '@reyaxyz/common';
-import BigNumber from 'bignumber.js';
-import { EditCollateralAction } from '@reyaxyz/common';
-import {
-  EstimatedPriceParams,
-  EstimatedPriceResult,
-  TradeSimulationConvertValueEstimatedPriceParams,
-  TradeSimulationConvertValueResult,
-} from '../trade.simulation/types';
-import { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';
-import { computeFee } from '../trade.simulation/utils';
-
-export default class IsolatedOrderSimulationClient {
-  private loadedData: TradeSimulationState | null = null;
-  private accountClient: AccountClient;
-  private marketId: number | null = null;
-
-  constructor(accountClient: AccountClient) {
-    // Constructor added
-    this.accountClient = accountClient;
-  }
-
-  // Method to asynchronously load data based on marketId and accountId
-  async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {
-    this.marketId = params.marketId;
-    this.loadedData = await this.fetchMarketData(
-      params.marketId,
-      params.marginAccountId,
-    );
-  }
-
-  static genExposureCommandObject(
-    exposureCommandState: ExposureCommandState,
-  ): ExposureCommand {
-    return new ExposureCommand(
-      exposureCommandState.accountId,
-      exposureCommandState.rootCollateralPoolId,
-      exposureCommandState.oraclePricePerMarket,
-      exposureCommandState.accountBalancePerAsset,
-      exposureCommandState.groupedByCollateral,
-      exposureCommandState.riskMultipliers,
-      exposureCommandState.riskMatrices,
-      exposureCommandState.exchangeInfoPerAsset,
-      exposureCommandState.positionInfoMarketConfiguration,
-      exposureCommandState.uniqueTokenAddresses,
-      exposureCommandState.uniqueQuoteCollaterals,
-      exposureCommandState.tokenMarginInfoPerAsset,
-      exposureCommandState.realizedPnLSum,
-      exposureCommandState.unrealizedPnLSum,
-      exposureCommandState.mtmRpnlSum,
-      exposureCommandState.collateralAddressToExchangePrice,
-    );
-  }
-
-  private async fetchMarketData(
-    marketId: number,
-    accountId: number,
-  ): Promise<TradeSimulationState> {
-    return this.accountClient.getTransactionSimulationInitialData({
-      marginAccountId: accountId,
-      marketId: marketId,
-    });
-  }
-
-  // Synchronous method to simulate operations
-  simulate(
-    params: IsolatedOrderSimulationSimulateParams,
-  ): SimulateIsolatedOrderEntity {
-    if (!this.loadedData || !this.marketId) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    const oraclePrice =
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-        this.loadedData.marketConfiguration.market_id
-      ];
-
-    let amount;
-    if (params.fromBase) {
-      amount = params.amount;
-    } else {
-      amount = BigNumber(params.amount).div(oraclePrice).toNumber();
-    }
-
-    const userAccountExposure =
-      IsolatedOrderSimulationClient.genExposureCommandObject(
-        this.loadedData.exposureDataAccount,
-      );
-
-    const passivePoolExposure =
-      IsolatedOrderSimulationClient.genExposureCommandObject(
-        this.loadedData.exposureDataPassivePool,
-      );
-
-    const slippage = passivePoolExposure.getSlippage(
-      BigNumber(amount).negated().toNumber(),
-      this.loadedData.marketConfiguration,
-      this.loadedData.marketStorage,
-    );
-    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
-      oraclePrice,
-      slippage,
-    );
-
-    const amountSize = estimatedPrice * amount;
-
-    const feesV2 = computeFee({
-      tradeSimulationState: this.loadedData,
-      marketId: this.marketId,
-      orderBase: amount,
-    });
-
-    /*
-       amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,
-       this value is equal to absolute size in rUSD terms / leverage
-     */
-
-    const requiredMargin = BigNumber(amountSize)
-      .abs()
-      .div(BigNumber(params.isolatedPositionLeverage))
-      .toNumber();
-
-    const editCollateralActions: EditCollateralAction[] =
-      userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);
-
-    const newMarginInfoSource =
-      userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(
-        editCollateralActions,
-      );
-
-    /*
-     * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
-     * */
-
-    const isolatedLMR = this.calculateIsolatedLMR(amountSize);
-
-    /*
-     * margin balance of the destination account is the requiredMargin which is expected to be transferred
-     * to the destination account that performs the isolated trade
-     * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for
-     * the market where the trade is being made by the isolated account that is going to be created as part of isolated
-     * trade operation
-     * */
-    const liquidationPrice = ExposureCommand.calculateLiquidation(
-      requiredMargin,
-      isolatedLMR,
-      oraclePrice,
-      amount,
-    );
-
-    // todo: p1:  margin ratio seems to be wrong on ui
-    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);
-
-    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(
-      marginRatio * 100,
-    );
-
-    const baseSpacing = amountNormalizer(
-      this.loadedData.marketConfiguration.base_spacing,
-    ).toNumber();
-
-    const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
-    const snappedAmount = snappedAmountInBase * estimatedPrice;
-    const xpEarnRangeMin = Math.round(
-      Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,
-    );
-    const xpEarnRangeMax = Math.round(
-      (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,
-    );
-
-    return {
-      estimatedPrice: estimatedPrice,
-      estimatedSlippage: slippage * 100,
-      fees: feesV2.fee,
-      takerFeesPercentage: feesV2.feePercentage,
-      feesV2,
-      liquidationPrice: liquidationPrice.toNumber(),
-      marginRatio: marginRatio * 100,
-      marginRatioHealth: marginRatioHealth,
-      snappedAmount,
-      snappedAmountInBase,
-      requiredMargin: requiredMargin,
-      editCollateralActions: editCollateralActions,
-      xpEarnRange: {
-        min: xpEarnRangeMin,
-        max: xpEarnRangeMax,
-      },
-      maxSlippage: 1,
-    };
-  }
-
-  convertValue(
-    params: IsolatedOrderSimulationConvertValueParams,
-  ): IsolatedOrderSimulationConvertValueResult {
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    if (!params.fromBase)
-      return BigNumber(params.amount)
-        .div(
-          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-            this.loadedData.marketConfiguration.market_id
-          ],
-        )
-        .toNumber();
-    else
-      return BigNumber(params.amount)
-        .times(
-          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-            this.loadedData.marketConfiguration.market_id
-          ],
-        )
-        .toNumber();
-  }
-
-  convertValueEstimatedPrice(
-    params: TradeSimulationConvertValueEstimatedPriceParams,
-  ): TradeSimulationConvertValueResult {
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    const passivePoolExposure = new ExposureCommand(
-      this.loadedData.exposureDataPassivePool.accountId,
-      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
-      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
-      this.loadedData.exposureDataPassivePool.groupedByCollateral,
-      this.loadedData.exposureDataPassivePool.riskMultipliers,
-      this.loadedData.exposureDataPassivePool.riskMatrices,
-      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,
-      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,
-      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,
-      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.realizedPnLSum,
-      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
-      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
-      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
-    );
-
-    const amountForSlippage = params.fromBase
-      ? params.amount
-      : BigNumber(params.amount)
-          .div(
-            this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-              this.loadedData.marketConfiguration.market_id
-            ],
-          )
-          .toNumber();
-
-    const slippage = passivePoolExposure.getSlippage(
-      BigNumber(amountForSlippage).negated().toNumber(),
-      this.loadedData.marketConfiguration,
-      this.loadedData.marketStorage,
-    );
-    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-        this.loadedData.marketConfiguration.market_id
-      ],
-      slippage,
-    );
-
-    if (!params.fromBase)
-      return BigNumber(params.amount).div(estimatedPrice).toNumber();
-    else return BigNumber(params.amount).times(estimatedPrice).toNumber();
-  }
-
-  customLeverage(): number | null {
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-    const { customLeverage } = this.loadedData;
-
-    return customLeverage;
-  }
-
-  estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    const passivePoolExposure = new ExposureCommand(
-      this.loadedData.exposureDataPassivePool.accountId,
-      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
-      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
-      this.loadedData.exposureDataPassivePool.groupedByCollateral,
-      this.loadedData.exposureDataPassivePool.riskMultipliers,
-      this.loadedData.exposureDataPassivePool.riskMatrices,
-      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,
-      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,
-      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,
-      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.realizedPnLSum,
-      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
-      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
-      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
-    );
-    const slippage = passivePoolExposure.getSlippage(
-      BigNumber(params.amount).negated().toNumber(),
-      this.loadedData.marketConfiguration,
-      this.loadedData.marketStorage,
-    );
-
-    const price =
-      this.loadedData.exposureDataAccount.oraclePricePerMarket[
-        this.loadedData.marketConfiguration.market_id
-      ];
-
-    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-        this.loadedData.marketConfiguration.market_id
-      ],
-      slippage,
-    );
-
-    return {
-      estimatedPrice,
-      markPrice: price,
-    };
-  }
-
-  roundToBaseSpacing(amount: number, baseSpacing: number): number {
-    const snappedAmount = BigNumber(amount)
-      .abs()
-      .dividedBy(baseSpacing)
-      .integerValue(BigNumber.ROUND_FLOOR)
-      .multipliedBy(baseSpacing)
-      .toNumber();
-
-    if (amount < 0) {
-      return -snappedAmount;
-    }
-    return snappedAmount;
-  }
-
-  amountToSnappedAmount(
-    amountInRusd: number,
-    spotPrice: number,
-    baseSpacing: number,
-  ): number {
-    const amountInBase = BigNumber(amountInRusd)
-      .div(BigNumber(spotPrice))
-      .toNumber();
-
-    return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;
-  }
-
-  calculateIsolatedLMR(isolatedExposure: number): number {
-    // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    if (!this.loadedData.marketStorage) {
-      throw new Error('Market storage not loaded');
-    }
-
-    // todo: p2: carefully test
-    const marketRiskMatrix =
-      this.loadedData.exposureDataAccount.riskMatrices.find(
-        (riskMatrix: RiskMatrix) => {
-          return (
-            riskMatrix.risk_block_id ===
-            BigNumber(
-              String(this.loadedData?.marketStorage.risk_block_id),
-            ).toNumber()
-          );
-        },
-      );
-
-    if (!marketRiskMatrix) {
-      throw new Error('Failed to load risk matrix');
-    }
-
-    const marketDiagonalRiskParam =
-      marketRiskMatrix.matrix[
-        this.loadedData.marketConfiguration.risk_matrix_index
-      ][this.loadedData.marketConfiguration.risk_matrix_index];
-    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];
-    const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];
-
-    return ExposureCommand.computeLiquidationMarginRequirement(
-      isolatedRiskMatrix,
-      isolatedFilledExposures,
-    );
-  }
-
-  leverageBoundsAndAvailableMargin({
-    amountTradedInRusd,
-  }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {
-    if (!this.loadedData) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-
-    const spotPrice =
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-        this.loadedData.marketConfiguration.market_id
-      ];
-    const baseSpacing = amountNormalizer(
-      this.loadedData.marketConfiguration.base_spacing,
-    ).toNumber();
-    const snappedAmountInRusd = this.amountToSnappedAmount(
-      amountTradedInRusd,
-      spotPrice,
-      baseSpacing,
-    );
-
-    /*
-      todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl
-      and actually depending on the size of the trade the estimated price would change -> different upnl
-      as upnl is calculated against oracle prioce + rpnl is also affected through the fees
-     * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow
-     * which will prompt the user to choose a desired leverage value
-     * 0.1 can be hardcoded to be the min bound
-     * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position
-     * with 1 rUSD exposure in the market -> max leverage = 1/IMR
-     * */
-
-    // set max bound
-
-    const lmrUnitExposure = this.calculateIsolatedLMR(1);
-
-    const imrUnitExposure: BigNumber = amountNormalizer(
-      String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),
-    ).multipliedBy(lmrUnitExposure);
-
-    const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();
-
-    // set min bound
-
-    const userAccountExposure =
-      IsolatedOrderSimulationClient.genExposureCommandObject(
-        this.loadedData.exposureDataAccount,
-      );
-
-    /*
-      max amount of margin in rUSD terms that can be transferred from the source account to the destination account
-      that performs the isolated position trade
-    */
-
-    const availableMargin =
-      userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-
-    const minBound = BigNumber(snappedAmountInRusd)
-      .abs()
-      .dividedBy(availableMargin)
-      .toNumber();
-
-    if (minBound > maxBound) {
-      throw Error('Min leverage bound higher than max');
-    }
-
-    return {
-      minBound: minBound,
-      maxBound: maxBound,
-      availableMargin: availableMargin,
-    };
-  }
-
-  updatePrice(price: number): void {
-    if (!this.loadedData || !this.marketId) {
-      throw new Error('Data not loaded. Call arm() first.');
-    }
-    // update price
-    const marketId = this.marketId;
-    this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =
-      price;
-    this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;
-  }
-}

package/src/clients/modules/isolated-order.simulation/types.ts

@@ -1,55 +0,0 @@
-import {
-  MarginAccountEntity,
-  MarketEntity,
-  EditCollateralAction,
-} from '@reyaxyz/common';
-import { SimulateTradeFeeEntity } from '../trade.simulation/types';
-
-export type IsolatedOrderSimulationLoadDataParams = {
-  marketId: MarketEntity['id'];
-  marginAccountId: MarginAccountEntity['id'];
-};
-
-export type IsolatedOrderSimulationSimulateParams = {
-  amount: number; // position size in rUSD / base terms, + for long | - for short
-  isolatedPositionLeverage: number; // leverage chosen for isolated position trade
-  fromBase?: boolean;
-};
-
-export type IsolatedOrderSimulationConvertValueParams = {
-  amount: number;
-  fromBase: boolean;
-};
-
-export type SimulateIsolatedOrderEntity = {
-  liquidationPrice: number;
-  fees: number;
-  takerFeesPercentage: number;
-  feesV2: SimulateTradeFeeEntity;
-  estimatedPrice: number;
-  estimatedSlippage: number;
-  marginRatio: MarginAccountEntity['marginRatioPercentage'];
-  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
-  snappedAmount: number;
-  snappedAmountInBase: number;
-  requiredMargin: number;
-  editCollateralActions: EditCollateralAction[];
-  maxSlippage: number;
-  xpEarnRange?: {
-    min: number;
-    max: number;
-  };
-};
-
-export type IsolatedOrderSimulationConvertValueResult = number;
-
-export type LeverageBoundsAndAvailableMarginResult = {
-  minBound: number;
-  maxBound: number;
-  availableMargin: number;
-};
-
-export type LeverageBoundsAndAvailableMarginParams = {
-  // Note, this amount is not expected to be snapped
-  amountTradedInRusd: number;
-};